+443.6%
STX vs XLE
+150.1%
+293.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -28.5% | -12.0% | -16.5% | -25.4% |
| 30D | -42.9% | -2.7% | -40.2% | -42.3% |
| 3M | -45.9% | +6.6% | -52.5% | -47.1% |
| 6M | -41.3% | +9.5% | -50.8% | -43.3% |
| YTD | +67.9% | +40.6% | +27.4% | +46.1% |
| 1Y | +66.5% | +43.6% | +22.9% | +43.3% |
| 3Y | +588.0% | +58.1% | +529.9% | +466.8% |
| All | +443.6% | +150.1% | +293.5% | +285.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling